Functional limit theorems for the increments of d-dimensional Gaussian processes in a Hölder type norm

DOI10.1016/J.CAMWA.2006.12.033MaRDI QIDQ1005801zbMATH OpenOpenAlexFDO

Authors Kyo-Shin Hwang, Sungchul Lee

Publication date 10 March 2009

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.camwa.2006.12.033

zbMATH Keywords

\(d\)-dimensional Gaussian processHölder type normlarge deviation probabilityregularly varying functionself-similar

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Gaussian processes (60G15)

Recommendations

• LIMIT BEHAVIORS FOR THE INCREMENTS OF A d-DIMENSIONAL MULTI-PARAMETER GAUSSIAN PROCESS
• Large deviations for Gaussian processes in Hölder norm
• STRASSEN'S FUNCTIONAL LIL FOR d-DIMENSIONAL SELF-SIMILAR GAUSSIAN PROCESS IN HOLDER NORM
• Liminf results on the increments of an \((N,d)\)-Gaussian process
• Functional limit theorems for the infinite series of OU processes in Hölder norm

Cites work

• A functional modulus of continuity for a Wiener process
• A generalization of Strassen's functional law of iterated logarithm
• A unification of Strassen's law and L�vy's modulus of continuity
• Erdős-Rényi-type laws applied to Gaussian processes
• Functional limit theorems for \(C\)-\(R\) increments of \(l^p\)-valued Wiener processes in the Hölder norm
• Functional limit theorems for d-dimensional FBM in Hölder norm
• Functional limit theorems for C-R increments of \(k\)-dimensional Brownian motion in Hölder norm
• Functional limit theorems for the increments of Gaussian samples
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• Small values of Gaussian processes and functional laws of the iterated logarithm
• Some exact equivalents for Brownian motion in Hölder norm
• STRASSEN'S FUNCTIONAL LIL FOR d-DIMENSIONAL SELF-SIMILAR GAUSSIAN PROCESS IN HOLDER NORM

Cited in

(8)

• Functional limit theorems for the increments of Gaussian samples
• Functional limit theorems for the infinite series of OU processes in Hölder norm
• LIMIT BEHAVIORS FOR THE INCREMENTS OF A d-DIMENSIONAL MULTI-PARAMETER GAUSSIAN PROCESS
• Large deviations for Gaussian processes in Hölder norm
• scientific article; zbMATH DE number 5492526 (Why is no real title available?)
• STRASSEN'S FUNCTIONAL LIL FOR d-DIMENSIONAL SELF-SIMILAR GAUSSIAN PROCESS IN HOLDER NORM
• Functional limit theorems for C-R increments of \(k\)-dimensional Brownian motion in Hölder norm
• Small time Chung's law of the iterated logarithm for increments of a Brownian motion

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